Three portfolios journal : 2012

Discussion in 'Journals' started by macintash, Jan 23, 2012.

  1. I have been encouraged by a number of journals here so I decided to start my own. Currently have 3 account, 1 for futures 1 for stocks, and 1 for options, those accounts should be uncorrelated. Will try to update the journal every other weekend. I will not be discussing any details of strategies on the forum, but feel free to PM.
  2. Target return is as follows. Futures portfolio 2-3% a month, stock portfolio .75-1% a month, option portfolio 2-10% in some good months as well some down months.
  3. First report on journal and it relates to the futures portfolio as of week ending Feburary 17.

    YTD up 8.36%
    Month to date up 5.29%
    Max DD is 1.03%
    Sharpe ratio is 5.73

    Now this is only 7 weeks, hopefully can continue with similar path for the rest of the year.
  4. Second report on futures portfolio as of Feburary 26.

    YTD up 10.05%
    Month to date up 6.04%
    Max DD for the year is 1.10%
    Sharpe ratio for the year is 6.04.

    In March will start running reports on the stock portfolio, the option portfolio is not very active.

    Your comments are welcome.